Numerical analysis

This manual describes a PASCAL extension for scientific computation with the short title PASCAL-XSC (PASCAL eXtension for Scientific Computation).

The NATO Advanced Study Institute on "e;Computer algorithms for solving linear algebraic equations: the state of the art"e; was held September 9-21, 1990, at II Ciocco, Barga, Italy.

A variety of standard problems in theoretical nuclear-structure physics is addressed by the well-documented computer codes presented in this book.

This book contains the edited versions of lectures and selected contributed papers presented at the NATO Advanced Research Workshop on Real-Time Integration Methods For Mechanical System Simulation, held in Snowbird, Utah, August 7-11, 1989.

This entry describes the experimental work conducted in the Department of Aeronautics at Imperial College in connection with Test Problems 1 and 2 of the "e;Workshop on Hypersonic Flows for Reentry Problems, Part I"e;.

Roughly nine years ago, the two editors met for the first time in Amsterdam, the Netherlands at the EURO III meeting (organized by the Association of European Operational Research Societies) there.

Computational methods pertaining to many branches of science, such as physics, physical chemistry and biology, are presented.

Numerical linear algebra, digital signal processing, and parallel algorithms are three disciplines with a great deal of activity in the last few years.

The authors give a concise introduction to the theory of orthogonal polynomials of a discrete variable and present the methods of solving a large class of difference equations of hypergeometric type.

These notes are an elaboration of the first part of a course on foliations which I have given at Strasbourg in 1976 and at Tunis in 1977.

Owing to the developments and applications of computer science, ma- thematicians began to take a serious interest in the applications of number theory to numerical analysis about twenty years ago.

I.

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The material covered by this book has been taught by one of the authors in a post-graduate course on Numerical Analysis at the University Pierre et Marie Curie of Paris.

The first investigations of nonlinear approximation problems were made by P.

a c 9 h In presenting this monograph, I would like to indicate both its orientation as well as my personal reasons for being interested in discrete iterations (that is, iterations on a generally very large,jinite set).

Over the past fifteen years two new techniques have yielded extremely important contributions toward the numerical solution of nonlinear systems of equations.

The purpose and organisation of this book are described in the preface to the first edition (1988).

The history of continued fractions is certainly one of the longest among those of mathematical concepts, since it begins with Euclid's algorithm for the great- est common divisor at least three centuries B.

This complementary text provides detailed solutions for the problems that appear in Chapters 2 to 18 of Computational Techniques for Fluid Dynamics (CTFD), Second Edition.

This book is motivated largely by a desire to solve shape optimization prob- lems that arise in applications, particularly in structural mechanics and in the optimal control of distributed parameter systems.

Advances in microelectronic technology have made massivelyparallel computing a reality and triggered an outburst ofresearch activity in parallel processing architectures andalgorithms.

C-XSC is a tool for the development of numerical algorithms delivering highly accurate and automatically verified results.

The numerical solution of stochastic differential equations is becoming an in- dispensible worktool in a multitude of disciplines, bridging a long-standing gap between the well advanced theory of stochastic differential equations and its application to specific examples.

Techniques of optimization are applied in many problems in economics, automatic control, engineering, etc.

Numerical methods for solving boundary value problems have developed rapidly.

In recent years important progress has been made in the study of semi-groups of operators from the viewpoint of approximation theory.

Backward stochastic differential equations (BSDEs) provide a general mathematical framework for solving pricing and risk management questions of financial derivatives.

Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years.

This book constitutes the proceedings of the 14th International Workshop on Computer Algebra in Scientific Computing, CASC 2012, held in Maribor, Slovenia, in September 2012.

Real Analysis is a discipline of intensive study in many institutions of higher education, because it contains useful concepts and fundamental results in the study of mathematics and physics, of the technical disciplines and geometry.

The problems of conditional optimization of the uniform (or C-) norm for polynomials and rational functions arise in various branches of science and technology.

This book constitutes the refereed proceedings of the 13th International Workshop on Computer Algebra in Scientific Computing, CASC 2011, held in Kassel, Germany, in September 2011.

This book constitutes the refereed proceedings of the 11th International Workshop on Computer Algebra in Scientific Computing, CASC 2009, held in Kobe, Japan, in September 2009.

It was the end of 2005 when our employer, a major European Investment Bank, gave our team the mandate to compute in an accurate way the counterparty credit exposure arising from exotic derivatives traded by the ?

This textbook offers a thorough, modern introduction into commutative algebra.

Many large-scale projects for detecting gravitational radiation are currently being developed, all with the aim of opening a new window onto the observable Universe.

Everything is more simple than one thinks but at the same time more complex than one can understand Johann Wolfgang von Goethe To reach the point that is unknown to you, you must take the road that is unknown to you St.

Pseudo-differential operators were initiated by Kohn, Nirenberg and Hormander in the sixties of the last century.

Introduction This book presents and develops major numerical methods currently used for solving problems arising in quantitative ?

These Proceedings of the first Chinese Conference on Numerical Methods for Partial Differential Equations covers topics such as difference methods, finite element methods, spectral methods, splitting methods, parallel algorithm etc.